+2,521.4%
PWR vs PFGC
+292.9%
+2,228.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.3% |
| 7D | +4.2% | -4.8% | +8.9% | +5.4% |
| 30D | -4.0% | -12.5% | +8.5% | -1.0% |
| 3M | -4.8% | -9.7% | +5.0% | -2.9% |
| 6M | +14.6% | +7.0% | +7.6% | +11.8% |
| YTD | +54.2% | +4.5% | +49.8% | +50.9% |
| 1Y | +67.1% | -11.6% | +78.7% | +70.0% |
| 3Y | +218.5% | +58.5% | +160.0% | +178.7% |
| 5Y | +466.3% | +112.6% | +353.7% | +354.9% |
| All | +2,521.4% | +292.9% | +2,228.5% | +1,837.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling